Trading Metrics calculated at close of trading on 07-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2007 |
07-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
13,183.13 |
13,467.72 |
284.59 |
2.2% |
13,266.21 |
High |
13,470.16 |
13,608.11 |
137.95 |
1.0% |
13,503.33 |
Low |
13,158.58 |
13,347.17 |
188.59 |
1.4% |
13,132.65 |
Close |
13,468.78 |
13,504.30 |
35.52 |
0.3% |
13,181.91 |
Range |
311.58 |
260.94 |
-50.64 |
-16.3% |
370.68 |
ATR |
198.73 |
203.17 |
4.44 |
2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,269.35 |
14,147.76 |
13,647.82 |
|
R3 |
14,008.41 |
13,886.82 |
13,576.06 |
|
R2 |
13,747.47 |
13,747.47 |
13,552.14 |
|
R1 |
13,625.88 |
13,625.88 |
13,528.22 |
13,686.68 |
PP |
13,486.53 |
13,486.53 |
13,486.53 |
13,516.92 |
S1 |
13,364.94 |
13,364.94 |
13,480.38 |
13,425.74 |
S2 |
13,225.59 |
13,225.59 |
13,456.46 |
|
S3 |
12,964.65 |
13,104.00 |
13,432.54 |
|
S4 |
12,703.71 |
12,843.06 |
13,360.78 |
|
|
Weekly Pivots for week ending 03-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,384.67 |
14,153.97 |
13,385.78 |
|
R3 |
14,013.99 |
13,783.29 |
13,283.85 |
|
R2 |
13,643.31 |
13,643.31 |
13,249.87 |
|
R1 |
13,412.61 |
13,412.61 |
13,215.89 |
13,342.62 |
PP |
13,272.63 |
13,272.63 |
13,272.63 |
13,237.64 |
S1 |
13,041.93 |
13,041.93 |
13,147.93 |
12,971.94 |
S2 |
12,901.95 |
12,901.95 |
13,113.95 |
|
S3 |
12,531.27 |
12,671.25 |
13,079.97 |
|
S4 |
12,160.59 |
12,300.57 |
12,978.04 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,608.11 |
13,132.65 |
475.46 |
3.5% |
256.47 |
1.9% |
78% |
True |
False |
|
10 |
13,822.22 |
13,132.65 |
689.57 |
5.1% |
261.05 |
1.9% |
54% |
False |
False |
|
20 |
14,021.95 |
13,132.65 |
889.30 |
6.6% |
204.49 |
1.5% |
42% |
False |
False |
|
40 |
14,021.95 |
13,132.65 |
889.30 |
6.6% |
168.58 |
1.2% |
42% |
False |
False |
|
60 |
14,021.95 |
13,132.65 |
889.30 |
6.6% |
149.90 |
1.1% |
42% |
False |
False |
|
80 |
14,021.95 |
12,611.31 |
1,410.64 |
10.4% |
136.64 |
1.0% |
63% |
False |
False |
|
100 |
14,021.95 |
12,082.13 |
1,939.82 |
14.4% |
129.90 |
1.0% |
73% |
False |
False |
|
120 |
14,021.95 |
11,939.61 |
2,082.34 |
15.4% |
131.73 |
1.0% |
75% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,717.11 |
2.618 |
14,291.25 |
1.618 |
14,030.31 |
1.000 |
13,869.05 |
0.618 |
13,769.37 |
HIGH |
13,608.11 |
0.618 |
13,508.43 |
0.500 |
13,477.64 |
0.382 |
13,446.85 |
LOW |
13,347.17 |
0.618 |
13,185.91 |
1.000 |
13,086.23 |
1.618 |
12,924.97 |
2.618 |
12,664.03 |
4.250 |
12,238.18 |
|
|
Fisher Pivots for day following 07-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
13,495.41 |
13,463.98 |
PP |
13,486.53 |
13,423.66 |
S1 |
13,477.64 |
13,383.35 |
|